+61.0%
ZM vs GSK
+77.4%
-16.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +11.0% | +1.1% | +9.9% | +11.0% |
| 30D | +5.6% | +6.3% | -0.7% | +5.2% |
| 3M | -9.1% | +1.8% | -11.0% | -9.3% |
| 6M | -2.6% | +1.7% | -4.2% | -2.8% |
| YTD | +15.7% | +6.5% | +9.1% | +14.6% |
| 1Y | +18.8% | +9.5% | +9.3% | +17.4% |
| 3Y | +62.2% | +65.3% | -3.1% | +53.8% |
| 5Y | -60.9% | +43.7% | -104.6% | -62.7% |
| All | +61.0% | +77.4% | -16.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling